Advances In Statistical Inference For Processes Driven By Fractional Processes: Inference For Fractional Processes
Seiten
2025
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-98-1078-9 (ISBN)
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-98-1078-9 (ISBN)
One of the important problems in studying stochastic phenomena is to develop stochastic models and understand their implications behind the phenomenon. Long range dependence is an important stochastic phenomena and it needs study of special type of stochastic processes for modelling. My earlier book on Statistical Inference for Fractional Diffusion Processes (2010) dealt with several aspects for modelling by fractional Brownian motion. This book will contain my work on parametric and nonparametric inference for processes driven by fractional processes such as fractional Brownian motion, mixed fractional Brownian motion, sub-fractional Brownian motion, alpha-stable noise, fractional Levy process and Gaussian processes.
| Erscheinungsdatum | 17.07.2025 |
|---|---|
| Verlagsort | Singapore |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 981-98-1078-7 / 9819810787 |
| ISBN-13 | 978-981-98-1078-9 / 9789819810789 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Eine Einführung für Wirtschafts- und Sozialwissenschaftler
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 41,90
